Saturday Night Live

Saturday Night Live's 40th anniversary had enough star power to light up all of Manhattan. Even at three and a half hours long, some of the much-hyped appearances left us wanting more – in a good way. Whether their sketches were sentimental or sidesplitting, five celebrity regulars and five SNL vets stood out from the remarkable pack.

As they recalled their favorites, though, a few folks noted some missed opportunities. Below, find out who wishes they'd had the chance to keep a straight face around Stefon and which two gentlemen wish they could have demanded "More Cowbell!"

AJ McLean: "I would love to do anything with Stefon even though I would probably break character immediately because Bill Hader is amazing and that character is amazing, but if I could be, like, Stefon's little brother and we could do a whole skit without breaking character that'd be pretty awesome, that would be the one."

While on the carpet ahead of Saturday Night Live's 40th anniversary special, the former Republican VP candidate called out Fey for not sharing the wealth.

"Well, have I helped her career or has she helped mine? I'm like come on Tina, you should be paying my kids' braces or something," Palin told reporters when asked whether being impersonated by Fey on the series had helped her career.

The three-and-a-half-hour special showcased fan favorites' audition tapes and many of the last 40 years' best sketches and digital shorts. Alongside the laughs were touching tributes to New York City and late cast members, plus musical performances from Cyrus, Kanye West, Paul McCartney and Paul Simon.

During the course of the star-studded evening, five segments showcased the series's past, present and future.

Eddie Murphy made his big return to Saturday Night Live on Sunday night when he made a guest appearance during the show's star-studded 40th anniversary special.

The comedian, 53, was given a heartfelt introduction by Chris Rock, who credited Murphy as his comedy inspiration. "I wanted to be Eddie Murphy," Rock said.

He also said that Murphy helped save SNL, which was in a ratings slump when he joined in 1981 at the age of 19, making him the second-youngest cast member in the show's long history. (The youngest cast member ever would be Anthony Michael Hall, who joined the show when he was 17 back in 1985.)

Despite how much fun it all looks, putting together America's favorite live sketch comedy show means a life of long days and even longer nights. Still, any comedian will tell you, it's a dream gig. That is, once you make it through a nightmarish audition process.